How to Make It
In a large bowl, whisk together all of the ingredients except the chicken wings, cilantro, white onion and lemon wedges. Add the chicken wings and toss to coat. Cover and refrigerate for at least 6 hours or overnight.
In a medium bowl, whisk together all of the ingredients and season with salt and pepper.
Set up a grill for direct and indirect cooking, then light the grill and oil the grate. Remove the wings from the marinade, scraping off all but a thin layer. Grill over moderately high heat, turning, until the wings are lightly charred all over, about 8 minutes. Move to indirect heat, cover and cook at 425° until an instant-read thermometer inserted in the thickest part of a wing registers 165°, about 15 minutes.
Transfer the wings to a platter and garnish with cilantro sprigs and thinly sliced white onion. Serve with the yogurt sauce and lemon wedges.